Chris Brooks – Introductory Econometrics for Finance (2nd Ed.)
Publisher:Cambridge University Press; 2 version (22 May 2008)
This best-selling textbook addresses the necessity for an introduction to econometrics particularly written for finance college students. Key options:
• Thoroughly revised and up to date, together with two new chapters on panel knowledge and restricted dependent variable fashions.
• Problem-solving method assumes no prior data of econometrics emphasising instinct reasonably than formulae, giving college students the talents and confidence to estimate and interpret fashions.
• Detailed examples and case research from finance present college students how methods are utilized in actual analysis.
• Sample directions and output from the favored pc bundle EViews allow college students to implement fashions themselves and perceive methods to interpret outcomes.
• Gives recommendation on planning and executing a undertaking in empirical finance, getting ready college students for utilizing econometrics in apply.
• Covers necessary trendy matters similar to time-series forecasting, volatility modelling, switching fashions and simulation strategies.
• Thoroughly class-tested in main finance colleges. Bundle with EViews pupil model 6 obtainable. Please contact us for extra particulars.
‘Very comprehensive, and it does a sound job of covering the territory.’ The Times Higher Education Supplement
This best-selling introduction to econometrics is particularly written for finance college students. The new version builds on the profitable data- and problem-driven method of the primary version, giving college students the talents to estimate and interpret fashions whereas growing an intuitive grasp of underlying theoretical ideas.